That looks pretty good. Yes, the PCTools firewall is a free one.
Once the PCTools firewall is installed, turn the Windows firewall off, please. (It may have been turned off by the new firewall, that's OK.)
I recommend SpywareBlaster, by Javacool. Blocks known bad websites.
http://www.javacoolsoftware.com/spywareblaster.htmlMamatu has a good reputation, I haven't tried it. It is a behaviour blocker antispyware type application. I don't know if it works well with Avast or not.
EMSI also make A2, the free version I use as a demand scanner. I also recommend MBAM and Superantispyware, recommended above. Very good for a second opinion, or for removing stubborn trojans.
Since you have been running with the Windows firewall off for a time, I recommend running full scans, maybe every 2-3 days, for a while with MBAM, and maybe Avast, just in case. Update MBAM first. If it was me, I'd do this for about 10 days, just to be sure.